INDEX
23.99 %
12 months
The Brompton Index One Canadian Cash Flow Kings index is designed to track the performance of companies exhibiting superior Free Cash Flow Yield relative to their peers in the Canadian market. The index coverage is based on a number of size, liquidity, and other eligibility factors to ensure that the index is investable.
Name | Brompton Index One Canadian Cash Flow Kings |
Stage | live |
Calculation Frequency | eod |
Bloomberg Ticker | |
FIGI | |
Start Time | 2013-11-29 21:00:00 |
End Time | |
Created At | 2024-06-03 10:55:27 |
6.30 %
5.99 %
5.98 %
5.87 %
5.86 %
5.70 %
5.55 %
4.41 %
3.85 %
3.76 %
7d | 30d | ytd | |
---|---|---|---|
returns | -1.65% | 5.63% | 12.83% |
7d | 30d | ytd | |
---|---|---|---|
sharpe | -3.25 | 7.62 | 1.26 |
volatility | 17.85% | 12.42% | 22.26% |